-5.8%
QBTS vs ELF
+445.2%
-451.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.8% | -3.7% |
| 7D | -10.5% | +1.6% | -12.1% | -10.7% |
| 30D | -20.5% | +9.1% | -29.6% | -21.7% |
| 3M | -54.3% | +28.2% | -82.4% | -56.6% |
| 6M | -55.4% | +119.5% | -174.9% | -62.1% |
| YTD | -63.4% | +55.2% | -118.6% | -67.1% |
| 1Y | -59.1% | +58.6% | -117.7% | -63.4% |
| 3Y | +1,216.8% | +21.3% | +1,195.5% | +1,075.6% |
| 5Y | -2.6% | +276.2% | -278.9% | -11.5% |
| All | -5.8% | +445.2% | -451.0% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling